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It sort of depends on the invader...
For inanimate stuff--splinters of wood, glass, metal or whatever--the first thing that happens is that there is damage to cells. Numerous compounds are released, including (but not restricted to) arachnidonic acid. Now arachnidonic acid is converted into any one of a number of prostaglandins and leukotrienes, becoming a chemical signal that triggers a cascade of responses, including the initiation of inflammation and the attraction of an assortment of cells, including fibroblasts, macrophages and other leukocytes, and a few other critters. Sometimes, there is enough pus formed by degenerating leukocytes that the foreign body is induced to extrude. Other times, there is formation of a fibrous capsule around the foreign body, encapsulating it and walling it away from everything else.
Now, looking at an "animate" invader, let's take the case of a bacterium... Leukocytes are attracted to the area by substances produced locally. Some, such as polymorphonuclear neutrophils, will actually engulf the bacteria and digest them, or at least try to (Some are too tough; mycobacteria are among 'em); macrophages will do that too. Now, one group of leukocytes, and as I recall it that's the macrophages, will identify sections on the outside of the bacteria that look like good things to build antibodies against, and will "present" those things to lympohcytes, which will be triggered to generate antibodies against them. As it turns out, the lymphocytes have been preprogrammed to recognize a specific appearance of object (the molecular goings on there are rather complex, but fascinating), and have just been waiting for the chance. Antibodies will start forming; usually, the first ones will be IgM, a pentavalent antibody: it's sort of like 5 standard antibodies welded into a really big antibody. Now, with invasion of a mucosal surface (like the lining of the nose or mouth), there is often the divalent IgA produced instead. Either way, as the response matures, there is generation of a much more specific IgG clone--and it's the IgG antibody (monovalent, but it's Y shaped, more or less, and has two binding sites, at the ends of the arms of the Y) that is the "long term memory" antibody, for the most part. (Where and how IgD and IgE fit into this, we're still trying to figure, although we've learned that IgE is the antibody of allergy, mainly, but also the one raised against multicellular critters, like Trichinella.)
Simultaneously, of course, the cellular response is running, and as the antibody response is developing there is also the activation of the C-proteins. That's a whole long story, but these proteins produce a cascade of response that generates an enzyme that rips holes in the outside of the bacteria's cell membrane or cell wall...
The big difference, of course, with viruses is that they actually invade cells (although Chlamydia, Chlamydophila, Ureaplasma, Mycoplasma, Rickettsia and others do so to, and are more like bacteria), and it is abnormal compounds on the outside of the infected cell that trigger the immune response. (Some folks have hypothesized that this is one of the things that causes the association between some viral infections and autoimmune diseases, althoguh that's probably only one thing among many)
Mercy, I've rambled too long. I hope that I've made some semblance of sense!!!
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